+894.6%
FIX vs ABCL
-30.0%
+924.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.4% | -2.2% | -10.1% |
| 7D | -27.2% | -14.9% | -12.3% | -25.3% |
| 30D | -46.9% | -15.4% | -31.6% | -45.5% |
| 3M | -44.4% | +88.0% | -132.4% | -50.5% |
| 6M | -50.9% | +138.8% | -189.7% | -58.7% |
| YTD | +3.5% | +225.4% | -221.9% | -18.2% |
| 1Y | -2.1% | +137.3% | -139.4% | -18.9% |
| 3Y | +418.7% | +136.8% | +281.9% | +301.2% |
| 5Y | +894.6% | -26.2% | +920.8% | +730.5% |
| All | +894.6% | -30.0% | +924.6% | +730.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling